Unbiased Estimation in Convex Families
Unbiased Estimation in Convex Families
Suppose that we observe random variables $X_1, \cdots, X_n$ which are identically and independently distributed according to some distribution $F$ where $F$ ranges over a family $\mathscr{F}$. The following question was posed by J. Steffensen in this abstract context in [7]. (1) If a functional $q$ is given on $\mathscr{F}$, …